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| Original language | English |
|---|---|
| Publication status | E-pub ahead of print - 2024 |
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An Integrated Approach to Importance Sampling and Machine Learning for Efficient Monte Carlo Estimation of Distortion Risk Measures in Black Box Models. / Bettels, Sören; Weber, Stefan.
2024.
2024.
Research output: Working paper/Preprint › Working paper/Discussion paper
Bettels, S., & Weber, S. (2024). An Integrated Approach to Importance Sampling and Machine Learning for Efficient Monte Carlo Estimation of Distortion Risk Measures in Black Box Models. Advance online publication.
Bettels S, Weber S. An Integrated Approach to Importance Sampling and Machine Learning for Efficient Monte Carlo Estimation of Distortion Risk Measures in Black Box Models. 2024. Epub 2024.
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